+328.2%
SITM vs LII
-8.9%
+337.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +8.4% |
| 7D | +9.4% | -1.2% | +10.5% | +9.9% |
| 30D | -25.4% | -2.0% | -23.4% | -25.8% |
| 3M | -37.0% | -20.2% | -16.8% | -28.6% |
| 6M | -45.1% | -32.5% | -12.6% | -32.7% |
| YTD | +29.4% | -27.4% | +56.8% | +45.5% |
| 1Y | +39.8% | -28.2% | +68.0% | +59.0% |
| 3Y | +328.2% | -7.2% | +335.5% | +278.9% |
| All | +328.2% | -8.9% | +337.2% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling